CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
544-0 |
554-0 |
10-0 |
1.8% |
514-4 |
| High |
551-0 |
555-0 |
4-0 |
0.7% |
551-0 |
| Low |
544-0 |
548-4 |
4-4 |
0.8% |
512-4 |
| Close |
546-4 |
548-4 |
2-0 |
0.4% |
546-4 |
| Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
38-4 |
| ATR |
10-0 |
9-7 |
-0-1 |
-1.1% |
0-0 |
| Volume |
25,741 |
30,517 |
4,776 |
18.6% |
152,101 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-1 |
565-7 |
552-1 |
|
| R3 |
563-5 |
559-3 |
550-2 |
|
| R2 |
557-1 |
557-1 |
549-6 |
|
| R1 |
552-7 |
552-7 |
549-1 |
551-6 |
| PP |
550-5 |
550-5 |
550-5 |
550-1 |
| S1 |
546-3 |
546-3 |
547-7 |
545-2 |
| S2 |
544-1 |
544-1 |
547-2 |
|
| S3 |
537-5 |
539-7 |
546-6 |
|
| S4 |
531-1 |
533-3 |
544-7 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-1 |
637-7 |
567-5 |
|
| R3 |
613-5 |
599-3 |
557-1 |
|
| R2 |
575-1 |
575-1 |
553-4 |
|
| R1 |
560-7 |
560-7 |
550-0 |
568-0 |
| PP |
536-5 |
536-5 |
536-5 |
540-2 |
| S1 |
522-3 |
522-3 |
543-0 |
529-4 |
| S2 |
498-1 |
498-1 |
539-4 |
|
| S3 |
459-5 |
483-7 |
535-7 |
|
| S4 |
421-1 |
445-3 |
525-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
555-0 |
518-6 |
36-2 |
6.6% |
8-1 |
1.5% |
82% |
True |
False |
28,644 |
| 10 |
555-0 |
507-0 |
48-0 |
8.8% |
7-4 |
1.4% |
86% |
True |
False |
34,915 |
| 20 |
560-6 |
507-0 |
53-6 |
9.8% |
7-5 |
1.4% |
77% |
False |
False |
33,714 |
| 40 |
587-4 |
507-0 |
80-4 |
14.7% |
7-7 |
1.4% |
52% |
False |
False |
29,988 |
| 60 |
609-0 |
507-0 |
102-0 |
18.6% |
7-3 |
1.3% |
41% |
False |
False |
26,308 |
| 80 |
609-0 |
507-0 |
102-0 |
18.6% |
6-7 |
1.2% |
41% |
False |
False |
22,223 |
| 100 |
618-0 |
507-0 |
111-0 |
20.2% |
6-2 |
1.1% |
37% |
False |
False |
19,023 |
| 120 |
618-0 |
507-0 |
111-0 |
20.2% |
5-5 |
1.0% |
37% |
False |
False |
16,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582-5 |
|
2.618 |
572-0 |
|
1.618 |
565-4 |
|
1.000 |
561-4 |
|
0.618 |
559-0 |
|
HIGH |
555-0 |
|
0.618 |
552-4 |
|
0.500 |
551-6 |
|
0.382 |
551-0 |
|
LOW |
548-4 |
|
0.618 |
544-4 |
|
1.000 |
542-0 |
|
1.618 |
538-0 |
|
2.618 |
531-4 |
|
4.250 |
520-7 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
551-6 |
547-2 |
| PP |
550-5 |
546-0 |
| S1 |
549-5 |
544-6 |
|